
Название: Data Science for Financial Econometrics
Автор: Nguyen Ngoc Thach, Vladik Kreinovich, Nguyen Duc Trung
Издательство: Springer
Год: 2021
Формат: PDF
Страниц: 622
Размер: 12.69 МБ
Язык: English
This book offers an overview of state-of-the-art econometric techniques, with a special emphasis on financial econometrics. There is a major need for such techniques, since the traditional way of designing mathematical models – based on researchers’ insights – can no longer keep pace with the ever-increasing data flow. To catch up, many application areas have begun relying on data science, i.e., on techniques for extracting models from data, such as data mining, machine learning, and innovative statistics.